I will do a better job this year of wrapping the graft and leaving it covered. Thanks everyone for all of the helpful comments.
I’ve had cleft grafts look like that and agree with @fruitnut. In my case, it was definitely a lack of pressure holding the union together. When I started using electrical tape on top of the parafilm to pull the graft tight together, I was able to get better joining.
I’m not an expert at grafting but to me it looks like that scion should have had more wood removed to get a finer point.
This graft from @applenut looks good:

Yes , that steeper angle would put less stress on the union for sure, good point.
There is also another fine point to note (pun intended) which is important when preparing a scion for an offset cleft graft. The side of the scion which will be placed closer to the center of the under stock should be cut narrower than the outside.
Note in this image how the scions are cut in a slight wedge shape when viewed from the top in cross section. Otherwise you may have gaps at the cambium.
This wedge shape causes compression to be loaded on the area where the cambium contacts.
